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Asymptotic Theory of Test Statistic for Sphericity of High-Dimensional Time Series
Liu, Yan; Tamura, Yurie; Taniguchi, Masanobu - In: Journal of Time Series Analysis 39 (2018) 3, pp. 402-416
Persistent link: https://www.econbiz.de/10012094920
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Change-Point Detection in Autoregressive Models with no Moment Assumptions
Akashi, Fumiya; Dette, Holger; Liu, Yan - In: Journal of Time Series Analysis 39 (2018) 5, pp. 763-786
Persistent link: https://www.econbiz.de/10012094936
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Robust Linear Interpolation and Extrapolation of Stationary Time Series in L p
Liu, Yan; Xue, Yujie; Taniguchi, Masanobu - In: Journal of Time Series Analysis 41 (2019) 2, pp. 229-248
Persistent link: https://www.econbiz.de/10012095013